Semiparametric model averaging for high-dimensional quantile regression with nonignorable nonresponse
不可忽略缺失下高维分位数回归的半参数模型平均
Model averaging has demonstrated superior performance for ensemble forecasting in high-dimensional framework, its extension to incomplete datasets remains a critical but underexplored challenge. Moreover, identifying the parsimonious model through averaging procedure in quantile regression demands urgent methodological innovation. In this paper, we propose a novel model averaging method for high-dimensional quantile regression with nonignorable missingness. The idea is to…